+46.0%
GFI vs BNS
+50.5%
-4.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -0.5% |
| 7D | +3.1% | +1.5% | +1.6% | +1.7% |
| 30D | +27.1% | +6.0% | +21.2% | +19.8% |
| 3M | +21.2% | +16.3% | +4.8% | +2.1% |
| 6M | -4.5% | +27.3% | -31.8% | -28.6% |
| YTD | +11.7% | +28.5% | -16.8% | -15.4% |
| 1Y | +46.0% | +49.0% | -3.0% | +3.3% |
| All | +46.0% | +50.5% | -4.4% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BNS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling